Optical nonlinearities in semiconductor laser cavities can be exploited to characterize the properties of laser radiation or perform high speed frequency conversion operations. For example, nonlinear up-conversion inside the cavity of quantum cascade lasers allows the use of near infrared optical components to measure high-speed terahertz or mid-infrared optical effects. This letter investigates two aspects of cavity up-conversion which control both the bandwidth and up-converted power: waveguide dispersion and cavity feedback. Specifically, we up-convert multi-mode Fabry Perot terahertz laser emission and detect each THz mode as a sideband signal on an optical carrier in the near infrared. Analysis of these results shows that a single frequency near infrared laser can up-convert terahertz modes spanning a bandwidth of approximately 220 GHz, limited by the group index mismatch between the near infrared and terahertz waves. Second, transfer matrix techniques are used to study strong cavity feedback on all three waves, which produces etalon-like resonances in the sideband power. This can significantly enhance the efficiency of the conversion process, in agreement with experiments. It is thus possible to achieve high up-conversion efficiency in quantum cascade lasers for both characterizing broadband laser sources and performing frequency conversion in the near infrared.